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single-factor model

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  • single-factor model — A model of security returns that acknowledges only one common factor. The single factor is usually the market return. Bloomberg Financial Dictionary See: factor model. Bloomberg Financial Dictionary …   Financial and business terms

  • Single factor model — A model of security returns that acknowledges only one common factor. See: factor model. The New York Times Financial Glossary …   Financial and business terms

  • single-index model — A model of stock returns that decomposes influences on returns into a systematic factor, as measured by the return on the broad market index, and firm specific factors . Related: market model …   Financial and business terms

  • Single index model — A model of stock returns that decomposes influences on returns into a systematic factor, as measured by the return on the broad market index, and firm specific factors. The New York Times Financial Glossary …   Financial and business terms

  • Fama-French three-factor model — In the portfolio management field, Eugene Fama and Kenneth French developed the highly successful Fama French three factor model to describe market behavior.CAPM uses a single factor, beta, to compare the excess returns of a portfolio with the… …   Wikipedia

  • one-factor model — A simple financial model where the future price of an instrument is the single variable or unknown. One factor models, such as Black Scholes or Vasicek, usually lead to closed form solutions. See closed form solution. American Banker Glossary …   Financial and business terms

  • Factor analysis — is a statistical method used to describe variability among observed, correlated variables in terms of a potentially lower number of unobserved, uncorrelated variables called factors. In other words, it is possible, for example, that variations in …   Wikipedia

  • Factor price equalization — is an economic theory, which states that the relative prices for two identical factors of production in the same market will eventually equal each other because of competition. The price for each single factor need not become equal, but relative… …   Wikipedia

  • Single parent — is a term that is mostly used to suggest that one parent has most of the day to day responsibilities in the raising of the child or children, which would categorize them as the dominant caregiver. The dominant caregiver is the parent in which the …   Wikipedia

  • arbitrage pricing model — noun An asset pricing model using one or more common factors to price returns. With only one factor, representing the market portfolio, it is called a single factor model. With two or more factors, it is called a multifactor model. See Also:… …   Wiktionary

  • Factor V — This article is about the blood coagulation protein. For the software company, see Factor 5. Coagulation factor V (proaccelerin, labile factor) PDB rendering based on 1czs …   Wikipedia

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